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N Period Average of Ups (or Downs) Rate this Topic:
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pejman
Posted : Monday, June 25, 2018 8:21:51 PM
Registered User
Joined: 5/11/2017
Posts: 1

Hi,

I need to calculate n period simple average of up (or down) closes; these are basically nominator and denominator of RS equation but I need them separately.

Thanks,

Bruce_L
Posted : Tuesday, June 26, 2018 8:25:51 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

If you really mean what might be used in a plain RSI without Wilder's smoothing, you would use something like the following for the ups.

AVG(IIF(C > C1, C - C1, 0), 14)

And something like the following for the downs.

AVG(IIF(C1 > C, C1 - C, 0), 14)



-Bruce
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